Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 0 0 2 109
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 0 0 80
Automated Estimation of Vector Error Correction Models 0 0 0 291 0 0 1 254
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 1 1 1 164
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 1 7 2 2 4 65
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications 0 0 0 111 0 0 0 185
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 0 2 2 113
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 1 28 0 0 4 107
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 0 1 3 119
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 1 15 0 0 2 59
Sieve inference on semi-nonparametric time series models 0 0 0 13 0 0 0 54
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version 0 0 0 12 0 0 0 55
Total Working Papers 0 0 3 712 3 6 19 1,364


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION 0 0 0 19 1 1 3 82
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS 0 0 0 21 0 0 1 96
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 2 12 2 2 9 126
Select the valid and relevant moments: An information-based LASSO for GMM with many moments 0 0 1 57 1 1 4 220
Sieve M inference on irregular parameters 0 0 0 14 0 1 5 114
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 3 36 0 2 7 157
Sieve semiparametric two-step GMM under weak dependence 0 0 2 22 2 2 14 130
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command 0 0 1 3 0 0 2 9
Total Journal Articles 0 0 9 184 6 9 45 934


Statistics updated 2025-08-05